样式: 排序: IF: - GO 导出 标记为已读
-
The gradient test statistic for outlier detection in generalized estimating equations Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-29 Felipe Osorio, Ángelo Gárate, Cibele M. Russo
We develop diagnostic tools for estimating equations, useful for the analysis of data with longitudinal structure. The gradient statistic introduced by Terrell (2002) is used to propose a case deletion measure, as well as a statistic for the detection of outlying observations using a mean-shift outlier model. The proposed methodology is illustrated with an example.
-
Random rotor walks and i.i.d. sandpiles on Sierpiński graphs Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-29 Robin Kaiser, Ecaterina Sava-Huss
We prove that, on the infinite Sierpiński gasket graph , rotor walk with random initial configuration of rotors is recurrent. We also give a necessary condition for an i.i.d. sandpile to stabilize. In particular, we prove that an i.i.d. sandpile with expected number of chips per site greater or equal to three does not stabilize almost surely. Furthermore, the proof also applies to divisible sandpiles
-
Couplings and matchings combinatorial notes on Strassen’s theorem Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-29 Twan Koperberg
Some mathematical theorems represent ideas that are discovered again and again in different forms. One such theorem is Hall’s marriage theorem. This theorem is equivalent to several other theorems in combinatorics and optimization theory, in the sense that these results can easily be derived from each other. Remarkably, this equivalence extends to Strassen’s theorem, a celebrated result on couplings
-
On the local compactness of spaces of positive measures Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-28 Alina Kargol
Let , and be a locally compact Polish space, the set of bounded continuous functions and the set of all positive finite Borel measures defined on the corresponding Borel -field , respectively. Then equipped with the weak topology defined by means of all turns into a Polish space, which fails to be locally compact if is not compact. In this note, we explicitly indicate subsets such that with the topology
-
Limiting spectral distribution of Toeplitz and Hankel matrices with dependent entries Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-27 Shambhu Nath Maurya
This article deals with the limiting spectral distributions (LSD) of symmetric Toeplitz and Hankel matrices with dependent entries. For any fixed integer , we consider these matrices with entries , where and are i.i.d. random variables with mean zero and variance one. We provide explicit expressions for the LSDs. As a special case (), this article provides an alternate proof for the LSDs of these matrices
-
Optimal choice designs for the main effects plus specified two-factor interaction effects model for binary attributes Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-27 Soumen Manna, Ashish Das
Unlike optimal utility-neutral binary choice designs requiring a large number of choice sets to estimate the main effects and all two-factor interactions, we construct optimal binary choice designs with fewer choice sets for estimating the main effects plus specified two-factor interactions.
-
A maximum projective stratification criterion for selecting space-filling designs Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-23 Dongying Wang, Qi Zhou
Space-filling designs are commonly used in computer experiments. In this paper, we propose a maximum projective stratification criterion for classifying and ranking space-filling designs. We first introduce a stratification metric, which is proved to be a variance decomposition of the frequency representation of a design. Based on this metric, we define the new criterion to sequentially minimize a
-
Nonparametric density estimation over its unknown support for right censored data Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-23 Sam Efromovich
The long-standing problem of nonparametric density estimation of the lifetime of interest over its unknown support, when only right-censored observations are available, is considered. Two cases, when the support of the lifetime of interest is a proper subset of the support of censoring variable and when the supports are the same, are explored. An orthogonal series density estimation, over a random
-
Optimal detection of sparse gamma scale admixture with twice the null mean Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-19 Qikun Chen, Michael Stewart
In a recent paper on sparse gamma scale mixture detection, lower bounds to optimal rates were derived in 4 different local alternative scenarios. Tests were presented attaining these rates in 3 of the scenarios, showing the bounds to be sharp in those cases. In this note we present a test that attains the bound in the fourth scenario, where the contaminating component has twice the null mean, showing
-
A scaling limit of controlled branching processes Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-16 Jiawei Liu
In this paper, a special sequence of controlled branching processes is considered. Using a martingale problem approach, we prove that under some mild conditions the limit of such processes is a kind of continuous branching process with dependent immigration constructed in . The conditions are given in terms of probability generating functions and can be realized.
-
A theorem on the asymptotics of skew-normal type integrals Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-16 Thomas Fung, Eugene Seneta
A univariate result intended for analysis of asymptotic tail structure of the general bivariate skew normal distribution is stated and proved. It is used to obtain the asymptotic tail behaviour of the univariate extended skew normal distribution. The approach to this encompasses a compact restatement of the general theorem under an additional condition.
-
A universal right tail upper bound for supercritical Galton–Watson processes with bounded offspring Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-15 John Fernley, Emmanuel Jacob
We consider a supercritical Galton–Watson process whose offspring distribution has mean and is bounded by some . As is well-known, the associated martingale converges a.s. to some nonnegative random variable . We provide a universal upper bound for the right tail of and , which is uniform in and in all offspring distributions with given and , namely: for some explicit constants . For a given offspring
-
Mixed-level screening designs based on skew-symmetric conference matrices Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-11 Bo Hu, Dennis K.J. Lin, Fasheng Sun
Screening is an important step of experimental design. It aims to identify a few active factors, among a large number of potential factors. In this paper, we propose two classes of mixed-level screening designs with desirable design properties; such as, low correlations between any two design columns, high design efficiencies (e.g., D- or A-efficiencies), and orthogonality between main effects and
-
On local likelihood asymptotics for Gaussian mixed-effects model with system noise Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-10 Takumi Imamura, Hiroki Masuda, Hayato Tajima
We prove the local asymptotics for the log-likelihood function associated with the Gaussian mixed-effects model driven by a stationary integrated Ornstein–Uhlenbeck process. The result guarantees the asymptotic optimality of the suitably chosen maximum-likelihood estimator.
-
Nearly minimax empirical Bayesian prediction of independent Poisson observables Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-08 Xiao Li
In this study, simultaneous predictive distributions for independent Poisson observables are considered and the performance of predictive distributions is evaluated using the Kullback–Leibler (K–L) loss. This study proposes a class of empirical Bayesian predictive distributions that dominate the Bayesian predictive distribution based on the Jeffreys prior. The K–L risk of the empirical Bayesian predictive
-
Some martingale properties of the simple random walk and its maximum process Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-08 Takahiko Fujita, Shotaro Yagishita, Naohiro Yoshida
Martingales related to simple random walks and their maximum processes are investigated, and characterizations of those martingales are obtained. As applications, derivation of the Kennedy martingale, proofs of the corresponding Doob inequalities, and a solution to the Skorokhod embedding problem are presented.
-
On a discrete symmetric optimal associated kernel for estimating count data distributions Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-07 Tristan Senga Kiessé, Gilles Durrieu
The nonparametric estimator using discrete kernels is one competing alternative to the frequency estimator. We investigate a discrete symmetric “optimal” kernel. Its properties are established and studied by simulations. An application on real count data is given.
-
On a family of Lévy processes without support in S′ Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-07 R. Vilela Mendes
The distributional support of the sample paths of Lévy processes is an important issue for the construction of sparse statistical models, theories of integration in infinite dimensions and the existence of generalized solutions of stochastic partial differential equations driven by Lévy white noise. Here one considers a family of Lévy processes which are a. s. not supported in . For they are supported
-
-
Contaminated Kent mixture model for clustering non-spherical directional data with heavy tails or scatter Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-02 Aqi Dong, Volodymyr Melnykov
To cluster asymmetrically distributed data on a sphere, a Kent mixture model is commonly used. However, the performance of such a model can be severely affected by the presence of heavy tails or outliers. A novel contaminated Kent mixture model is proposed to alleviate this issue. As demonstrated via a series of simulation studies and applications to real-life data sets, the developed model shows superior
-
A class of multidimensional nonlinear diffusions with the Feller property Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-02 David Criens, Lars Niemann
In this note we consider a family of nonlinear (conditional) expectations that can be understood as a multidimensional diffusion with uncertain drift and certain volatility. Here, the drift is prescribed by a set-valued function that depends on time and path in a Markovian way. We establish the Feller property for the associated sublinear Markovian semigroup and we observe a smoothing effect as our
-
Scalable efficient reproducible multi-task learning via data splitting Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-02 Xin Wen, Yang Li, Zemin Zheng
In contemporary application, multi-task learning’s significance has surged. This paper presents a scalable, efficient variable selection method for reproducible multi-task learning through data splitting, offering theoretically guaranteed FDR control and exhibiting asymptotic power of one under mild assumptions.
-
Nonparametric clustering of discrete probability distributions with generalized Shannon’s entropy and heatmap Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-01 Jialin Zhang, Jingyi Shi
This article proposes a non-parametric clustering heatmap for non-ordinal samples based on their underlying discrete probability distributions. The proposed heatmap is a preliminary tool to extract immediate information from non-ordinal data without making any parametric assumption.
-
Nonparametric bootstrap for propensity score matching estimators Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-01 Hugo Bodory, Lorenzo Camponovo, Martin Huber, Michael Lechner
We introduce and prove the validity of nonparametric bootstrap procedures for the approximation of the sampling distribution of pair or one-to-many propensity score matching estimators. Unlike the conventional bootstrap, the proposed bootstrap approach does not construct bootstrap samples by randomly resampling from the observations with uniform weights. Instead, it constructs the bootstrap approximation
-
On uppermost discrete spacing Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-02-01 Valery B. Nevzorov, Alexei Stepanov
In this work, we investigate the properties of the uppermost spacing obtained from order statistics in the discrete case. We first define this random variable, derive its distribution function, and then study its asymptotic behavior. Finally, we present some examples illustrating the obtained asymptotic results.
-
A generalization bound of deep neural networks for dependent data Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-26 Quan Huu Do, Binh T. Nguyen, Lam Si Tung Ho
Existing generalization bounds for deep neural networks require data to be independent and identically distributed (iid). This assumption may not hold in real-life applications such as evolutionary biology, infectious disease epidemiology, and stock price prediction. This work establishes a generalization bound of feed-forward neural networks for non-stationary φ-mixing data.
-
Corrigendum to “Proximal causal inference without uniqueness assumptions” [Statistics and Probability Letters 198 (2023) 1-8/109836] Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-29 Jeffrey Zhang, Wei Li, Wang Miao, Eric Tchetgen Tchetgen
Abstract not available
-
Intersections of Zipf random sets: Maximal weighted relevance Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-22 M.A. Lifshts, I.M. Lialinov
We study the asymptotic behavior of the maximal weighted relevance of the intersection of Zipf random sets and show that in the case of power weights it obeys the same limit theorem as the maximal relevance defined by the rarest elements of intersections.
-
Convergence rate for the longest T-contaminated runs of heads Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-23 István Fazekas, Borbála Fazekas, Michael Ochieng Suja
We study the length of T-contaminated runs of heads in the well-known coin tossing experiment. A T-contaminated run of heads is a sequence of consecutive heads interrupted by T tails. For T=1 and T=2 we find the asymptotic distribution for the first hitting time of the T contaminated run of heads having length m; furthermore, we obtain a limit theorem for the length of the longest T-contaminated head
-
Stochastic ordering for hitting times of fractional Brownian motions Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-23 Ulises Pérez-Cendejas, Gerardo Pérez-Suárez
In this note we prove that, under a suitable transformation, the hitting times of fractional Brownian motions (fBMs) can be ordered stochastically. As a consequence, we derive upper and lower bounds for their cumulative distribution function. We also study some properties, such as continuity and monotonicity, of the probability tail and of the expectation of the supremum of fBMs seen as functions of
-
Random games under normal mean–variance mixture distributed independent linear joint chance constraints Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-17 Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh
In this paper, we study an n player game where the payoffs as well as the strategy sets are defined using random variables. The payoff function of each player is defined using expected value function and his/her strategy set is defined using a linear joint chance constraint. The random constraint vectors defining the joint chance constraint are independent and follow normal mean–variance mixture distributions
-
A note on the induction of comonotonic additive risk measures from acceptance sets Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-18 Samuel S. Santos, Marlon R. Moresco, Marcelo B. Righi, Eduardo Horta
We demonstrate that an acceptance set generates a comonotonic additive risk measure if and only if the acceptance set and its complement are closed for convex combinations of comonotonic random variables. Furthermore, this equivalence extends to deviation measures.
-
A negative binomial approximation to the distribution of the sum of maxima of indicator random variables Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-19 Amit N. Kumar, Poleen Kumar
In a sequence of independent indicator random variables, we consider the sum of maxima of k consecutive indicator random variables that represent a specific type of k-runs in the theory of runs and patterns. Intriguingly, it can be expressed as the sum of locally dependent random variables. Our focus is on employing Stein’s method to provide a negative binomial approximation to the distribution of
-
Prediction of Gaussian Volterra processes with compound Poisson jumps Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-20 Hamidreza Maleki Almani, Foad Shokrollahi, Tommi Sottinen
We consider a Gaussian Volterra process with compound Poisson jumps and derive its prediction law.
-
Product disintegrations: A law of large numbers via conditional independence Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-20 Luísa Borsato, Eduardo Horta, Rafael Rigão Souza
We introduce the concept of a product disintegration, which generalizes exchangeability by allowing one to render conditional independence in terms of a suitable hidden sequence of random probabilities. We prove that, given a sequence of random elements in a compact metric space, a strong law of large numbers (SLLN) holds for observables of this process if and only if the process admits a product disintegration
-
Target selection in shrinkage estimation of covariance matrix: A structural similarity approach Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-20 Xuanci Wang, Bin Zhang
The shrinkage estimator of a high-dimensional covariance matrix relies on a preassigned target matrix during data processing. This paper provides an adaptive approach for selecting the optimal Toeplitz target matrix. We discover a sufficient and necessary condition for characterizing the two kinds of target matrices with the Toeplitz structure, and we propose an adaptive selection algorithm by measuring
-
Random Dirichlet series with α-stable coefficients Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-16 Huiyan Zhao, Yupei Huang
Let P be a set of non-negative real numbers, we consider a class of random Dirichlet series D(s)=∑p∈Pξpps with symmetric α-stable (0<α⩽2) coefficients. Real zero point problem of D is studied firstly. We prove that, if Z(τz)<∞, then with a positive probability there are no real zero points in the interval [τz/α,∞), while if Z(τz)=∞, for any ɛ>0, almost surely D has infinite number of real zeros in
-
Estimating several survival functions under uniform stochastic ordering Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-19 Sebastian Arnold, Hammou El Barmi, Hari Mukerjee, Johanna Ziegel
El Barmi and Mukerjee (2016, Journal of Multivariate Analysis 144, 99–109) studied the estimation of survival functions of k samples under uniform stochastic ordering constraints. There were two crucial errors in the consistency proof. Here, we provide alternative estimators and show consistency.
-
Asymptotic properties of mth spacings based on records Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-18 Ismihan Bayramoglu, Alexei Stepanov
In this work, the mth spacings based on record values obtained from continuous distributions are discussed. We first present distributional results for such spacings, and then, by making use of classification of distribution tails, derive asymptotic results for the mth record spacings. We also obtain strong limit results for them and illustrate our theoretical results by examples. Finally, we support
-
Necessary and sufficient conditions for continuity of hypercontractive processes and fields Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-18 Patrik Nummi, Lauri Viitasaari
Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural extensions for some known Gaussian results beyond Gaussianity. Our results apply to both random processes and random fields alike.
-
Beta approximation for the two alleles Moran model by Stein’s method Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-18 Jason Fulman
In work on the two alleles Moran model, Ewens showed that the stationary distribution for the number of genes of one type can be approximated by a Beta distribution. In this short note, we provide a sharp error term for this approximation. We show that this example fits perfectly into Döbler’s framework for Beta approximation by Stein’s method of exchangeable pairs.
-
Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-13 Bruce Levin, Erik Learned-Miller
We show that the likelihood function for a multinomial vector observed under arbitrary interval censoring constraints on the frequencies or their partial sums is completely log-concave by proving that the constrained sample spaces comprise M-convex subsets of the discrete simplex.
-
A general logarithmic asymptotic behavior for partial sums of i.i.d. random variables Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-17 Yu Miao, Deli Li
Let 00. Let {X,Xn;n≥1} be a sequence of independent and identically distributed B-valued random variables and set Sn=∑i=1nXi,n≥1. In this note, a general logarithmic asymptotic behavior for {Sn;n≥1} is established. We show that if Sn/n1/p→P0, then, for all s>0, lim supn→∞logP‖Sn‖>sn1/p(logn)θ=−p−θζ¯(p,θ),lim infn→∞logP‖Sn‖>sn1/p(logn)θ=−p−θζ̲(p,θ),where ζ¯(p,θ)=−lim supt→∞logeptP(log‖X‖>t)tθandζ̲(p
-
Optimal square-root pooling from expert opinions Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-17 Alfred Kume, Cristiano Villa, Stephen G. Walker
The paper proposes a novel approach to combine expert prior opinions based on information minimization. This is done in the square-root density space, identified with the positive orthant of the Hilbert unit sphere of differentiable functions.
-
A study on the negative binomial distribution motivated by Chvátal’s theorem Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-12 Zheng-Yan Guo, Ze-Yu Tao, Ze-Chun Hu
Let B(n,p) denote a binomial random variable with parameters n and p. Chvátal’s theorem says that for any fixed n≥2, as m ranges over {0,…,n}, the probability qm≔P(B(n,m/n)≤m) is the smallest when m is closest to 2n3. Motivated by this theorem, in this note we consider the infimum value of the probability P(X≤E[X]), where X is a negative binomial random variable. As a consequence, we give an affirmative
-
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-13 Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
We prove the classical cause-specific hazard rate estimator is a maximum likelihood estimate (MLE) in a discrete-time, finite support setting. We use an alternative parameterization to simplify the multidimensional constrained optimization problem, which allows for a direct calculus-based solution.
-
Moderate deviation principle for guesswork Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-13 Shaochen Wang, Yangchun Zhang
In this paper, we establish a moderate deviation principle for the logarithm of guesswork, which was initially studied by Massey to quantify the number of guesses needed to ascertain a discrete random variable. Our approach is based on an asymptotic analysis for Perron–Frobenius eigenvalue of some perturbed matrix and several moments estimates bounds for guesswork.
-
On the convolution equivalence of tempered stable distributions on the real line Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-11 Lorenzo Torricelli
We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosiński (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and Lévy densities of such distributions. Some specific examples from the literature are discussed.
-
On recovering the relative distribution, Part 1: The moment-recovered approach Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-13 Robert M. Mnatsakanov, Denys Pommeret
The problems of approximating and estimating the relative distribution of two distributions as well as corresponding density function based on information given by the sequence of so-called transformed (frequency) moments or the scaled values of Laplace transform of the target model are studied. The asymptotic properties of empirical counterparts of proposed constructions are studied and their performances
-
Choice of the hypothesis matrix for using the Wald-type-statistic Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-13 Paavo Sattler, Georg Zimmermann
A widely used formulation for null hypotheses in the analysis of multivariate d-dimensional data is H0:Hθ=y with H∈Rm×d, θ∈Rd and y∈Rm, where m≤d. Here the unknown parameter vector θ can, for example, be the expectation vector μ, a vector β containing regression coefficients or a quantile vector q. Also, the vector of nonparametric relative effects p or an upper triangular vectorized covariance matrix
-
Maximal inequalites and applications for reverse demimartingales based on concave Young functions Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-13 Decheng Feng, Gaihua Yang
In this paper, we find that there is no strong and weak relationship between demimartingales and reverse demimartingales through two examples. Based on this fact, we obtain some maximal inequalities for concave Young functions for reverse demimartingales. Furthermore, we discuss the strong law of large numbers and the strong growth rate for reverse demimartingales.
-
On δ-shock model with a change point in intershock time distribution Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-13 Stathis Chadjiconstantinidis, Serkan Eryilmaz
In this paper, we study the reliability of a system that works under δ-shock model. That is, the system failure occurs when the time between two successive shocks is less than a given threshold δ. In a traditional setup of the δ shock model, the intershock times are assumed to have the same distribution. In the present setup, a change occurs in the distribution of the intershock times due to an environmental
-
A note on GeoX/G/1 queueing system Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-10 Sujit Kumar Samanta, Aysha Parveen
This article investigates the discrete-time GeoX/G/1 queue with an early arrival system. The system length distributions at outside observer’s, post-departure and random epochs as well as the waiting time distribution of an arbitrary customer in a batch are derived. The system of difference equations developed using the supplementary variable technique allows us to directly compute the probability
-
On deterministic approximation for nearly critical branching processes with dependent immigration Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-11 I. Rahimov, S.O. Sharipov
In this paper, we investigate the asymptotic behavior of a triangular array of branching processes with non-stationary immigration. In the nearly critical case, we prove weak convergence of properly normalized and scaled branching processes with immigration to a deterministic function when the immigration process is generated by dependent random variables.
-
Regularized covariance matrix estimation in high dimensional approximate factor models Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-06 Jing Zhang, Shaojun Guo
We propose a novel factor-based regularized covariance matrix estimator when the number of factors is large compared to the sample size and derive the convergence rates of our estimator. Empirical results demonstrate our proposed estimator performs well in finite samples.
-
An upper bound and a characterization for Gini’s mean difference based on correlated random variables Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-06 Roberto Vila, Narayanaswamy Balakrishnan, Helton Saulo
In this paper, we obtain an upper bound for the Gini mean difference based on mean, variance and correlation for the case when the variables are correlated. We also derive some closed-form expressions for the Gini mean difference when the random variables have an absolutely continuous joint distribution. We then examine some particular examples based on elliptically contoured distributions, and specifically
-
On the small time large deviation principles of 1D stochastic Landau–Lifshitz–Bloch equation Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-03 Xiuwei Yin, Guangjun Shen
In this paper, we establish a small time large deviation principles for 1D stochastic Landau–Lifshitz–Bloch equation by using the method of exponentially equivalent, which describes the behavior of the solution at a very small time.
-
Large deviations for sums associated with supercritical branching process in a random environment Stat. Probab. Lett. (IF 0.8) Pub Date : 2023-12-30 Yinxuan Zhao, Mei Zhang
In this paper, we study the random sum SZn of independent and identically distributed (i.i.d.) random variables {Xi}, where {Zn} is a supercritical branching process in an i.i.d. environment ξ, and X1 is of zero mean and finite variance. We shall prove the large deviations of SZn, first in the case that Z1 has linear fractional distribution, then in some general case.
-
Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics Stat. Probab. Lett. (IF 0.8) Pub Date : 2024-01-04 Rahul Roy, Subir Kumar Bhandari
Here, we suggest a family of easy-to-implement multiple hypotheses testing rules that is asymptotically optimal for sparsely present alternatives when the tests are based on a vector of exchangeable and dependent test statistics jointly following a multivariate normal distribution.
-
Ergodicity for two class stochastic partial differential equations with anisotropic viscosity Stat. Probab. Lett. (IF 0.8) Pub Date : 2023-12-30 Chengfeng Sun, Zhaoyang Qiu, Yanbin Tang
We prove the ergodicity on anisotropic space H˜0,1 for two class stochastic PDEs with anisotropic viscosity: the Navier–Stokes equations, the primitive equations. The Maslowski-Seidler theory and an asymptotic coupling argument are invoked to overcome several aspects challenges causing by the fact that systems only have partial dissipation and the strong nonlinearity construction.